Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'489 CHF | 59'663 CHF | 92.60% | 92.60% |
12.07.2024 | 2.58% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'407 CHF | 58'969 CHF | 94.82% | 94.82% |
11.07.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'170 CHF | 53'557 CHF | 92.70% | 92.70% |
10.07.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'109 CHF | 49'537 CHF | 91.19% | 91.19% |
09.07.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'045 CHF | 48'848 CHF | 94.94% | 94.94% |
08.07.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'715 CHF | 52'405 CHF | 90.22% | 90.22% |
05.07.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'921 CHF | 51'474 CHF | 93.28% | 93.28% |
04.07.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'884 CHF | 51'128 CHF | 87.26% | 87.26% |
03.07.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 133'512 CHF | 46'004 CHF | 96.16% | 96.16% |
02.07.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 127'772 CHF | 44'091 CHF | 97.37% | 97.37% |